1. Large-cap vs small-cap portfolio performance: new empirical evidence from ETFs. Issue 1 (20th November 2018) Authors: Rompotis, Gerasimos Journal: Review of accounting and finance Issue: Volume 18:Issue 1(2019) Page Start: 71 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Optimal investment strategies for general utilities under dynamic elasticity of variance models. Issue 8 (3rd August 2018) Authors: Li, Wenyuan; Ma, Jingtang Journal: Quantitative finance Issue: Volume 18:Issue 8(2018) Page Start: 1379 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Optimal mean-reversion strategy in the presence of bid-ask spread and delays in capital allocations. Issue 12 (2nd December 2018) Authors: Isaenko, Sergey Journal: Quantitative finance Issue: Volume 18:Issue 12(2018) Page Start: 2051 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Rao's quadratic entropy and maximum diversification indexation. Issue 6 (3rd June 2018) Authors: Carmichael, Benoît; Koumou, Gilles Boevi; Moran, Kevin Journal: Quantitative finance Issue: Volume 18:Issue 6(2018) Page Start: 1017 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity. Issue 8 (3rd August 2018) Authors: Bergen, V.; Escobar, M.; Rubtsov, A.; Zagst, R. Journal: Quantitative finance Issue: Volume 18:Issue 8(2018) Page Start: 1265 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗